вот здесь
http://serverfault.com/questions/598202/make-nginx-to-pass-hostname-of-the-upstream-when-reverseproxying
описан немного кривой способ:

server {
listen 8001 default_server;
server_name web1.example.com;
location / {
proxy_pass http://web1.local:80;
proxy_set_header Host web1.local:80;
}
}

server {
listen 8002 default_server;
server_name web2.example.com;
location / {
proxy_pass http://web2.local:80;
proxy_set_header Host web2.local:80;
}
}

server {
listen 8003 default_server;
server_name web3.example.com;
location / {
proxy_pass http://web3.local:80;
proxy_set_header Host web3.local:80;
}
}

upstream main {
server 127.0.0.1:8001;
server 127.0.0.1:8002;
server 127.0.0.1:8003;
}

server {
listen 80;
server_name example.com;
location / {
proxy_pass http://main;
}
}

но есть ли проще?

http://bikubik.com/ru/